Last edited by Tygosho
Monday, November 2, 2020 | History

4 edition of Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models found in the catalog.

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Michael Dueker

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

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  • 34 Currently reading

Published by Federal Reserve Bank of St. Louis in [St. Louis, Mo.] .
Written in English

    Subjects:
  • Kalman filtering.,
  • Econometric models.

  • Edition Notes

    Statementby Michael J. Dueker.
    SeriesWorking paper ;, 2005-057A, Working paper (Federal Reserve Bank of St. Louis : Online) ;, 2005-057A.
    ContributionsFederal Reserve Bank of St. Louis.
    Classifications
    LC ClassificationsHB1
    The Physical Object
    FormatElectronic resource
    ID Numbers
    Open LibraryOL3479225M
    LC Control Number2005620360


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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models by Michael Dueker Download PDF EPUB FB2